Wow, Bella, that sounds awful. I’m not surprised it has rattled you! Hope you are home safe and recovering with lots of tea.
Re: what could have been done … I have a mixed record of dealing with stuff like this, but I do think it’s difficult to gauge what response will help de-escalate the situation. Would being confronted by some burly blokes have made the guy even more aggressive – it sounds like that might have been his response. BUt would a unified intervention of several men have made him withdraw? Idk. Either way I’d have thought the club might have been able to move customers into a different space, even if it was the kitchen. And some capable staff placing themselves between that safer place and this man would have been a non-confrontational way for them to safeguard you lot. I dont know. In some places, like bars, staff have training in how to deal with aggression, but I’m not sure a gym would have provided that for their staff. Perhaps they will now!
I would think you’d be justified in contacting the gym and asking to know what they are going to do differently to ensure customer safety if this were to happen again. Hope you are ok, and glad the police caught him.